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An optimal test against a random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W.; Taylor, Robert - In: The econometrics journal 5 (2002) 2, pp. 520-532
Persistent link: https://www.econbiz.de/10001713335
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International currency speculation, market stability and efficiency in the 1920s : a time series approach
Baillie, Richard T.; Bailey, Ralph W. - In: Journal of macroeconomics 6 (1984) 2, pp. 127-137
Persistent link: https://www.econbiz.de/10001855628
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A smoothed : distribution form of Nadaraya - Watson estimation
Bailey, Ralph W.; Addison, John T. - 2010
Persistent link: https://www.econbiz.de/10009374192
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An optimal test against a Random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W. - 2000
Persistent link: https://www.econbiz.de/10013442514
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Unit root tests in the presence of uncertainty about the non-stochastic trend
Ayat, K. Leila; Burridge, Peter - In: Journal of econometrics 95 (2000) 1, pp. 71-96
Persistent link: https://www.econbiz.de/10001432518
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The limit distribution of level crossings of a random walk, and a simple unit root test
Burridge, Peter; Guerre, Emmanuel - 1995
Persistent link: https://www.econbiz.de/10000912860
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The limit distribution of level crossings of a random walk, and a simple unit root test
Burridge, Peter; Guerre, Emmanuel - 1995 - Rev
Persistent link: https://www.econbiz.de/10000931591
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The limit distribution of level crossings of a random walk, and a simple unit root test
Burridge, Peter - In: Econometric theory 12 (1996) 4, pp. 705-723
Persistent link: https://www.econbiz.de/10001210203
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Prediction theory for autoregressive-moving average processes
Burridge, Peter - In: Econometric reviews 7 (1988) 1, pp. 65-95
Persistent link: https://www.econbiz.de/10001054260
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Forecasting and signal extraction in autoregressive-moving average models
Burridge, Peter; Wallis, Kenneth F. - 1986
Persistent link: https://www.econbiz.de/10000574230